I grow most of the Hippeastrum hybrids ("Amaryllis") which I get at Christmastime outside here in zone 8. They bloom reliably each spring, many of them are in bud now. :-D This one, the "St. Joseph's Lily", is particularly hardy, I've read that it can even be grown as far north as zone 5 so long as it is mulched well in winter. Try sticking them out in your garden. They won't bloom the first spring - after having been forced for Christmas flowering but they will probably begin to bloom a year later, in springtime, and each successive spring (their natural bloom season) thereafter.
Re: depth? I plant mine (in zone 8 ) so that the tops of the bulbs are covered by only 1" or less of soil. Choose a well-drained location as rot can result if the area stays too moist, particularly in the winter months.